Valuation and P&L Reporting Manager

If you’re interested in this job please contact one of the team, who will be happy to discuss

Phone:086-2361904
Email: info@cfw.ie

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Main responsibilities

This job will give you the opportunity to manage the valuation and models for various products, such as interest rate swaps/swaptions, FX derivatives, Government bond, Corporate bonds, and Credit derivatives.
Manage process to control market data inputs to the valuation models (yield curve, inflation curve, volatility surfaces, credit curves etc.) and ensure the valuation process is in compliance with Point72 valuation policy.
Perform model validation on new valuation models required for model upgrades or the new products.
Perform price testing analysis with counterparty valuation and other 3rd party vendors’ prices such as Bloomberg or Markit. Maintain the valuation support as evidence that investment valuation is accurate.
Liaise with front office, risk team, and other supporting teams about pricing, valuation, P&L, and valuation models.
Work closely with Technology team to implement valuation setup for new products and automate the valuation process.

Person Specifications

3-5 years’ experience pricing financial derivatives
Strong understanding of financial products including interest rate derivatives, FX derivatives, credit derivatives
Strong knowledge of modelling principles
Strong Quantitative or Finance background required. Master’s degree in Financial Engineering or mathematical finance is a plus but not required
FRM, CFA or comparable certifications or progress towards those certifications is a plus
Valuation experience in Corporate Bonds and Emerging market products is a plus
Knowledge of financial products and greeks specifically in derivatives space
Strong personal ownership and ability to resolve issues independently

Are you interested?

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